-61.0%
HELE vs SPY
+79.4%
-140.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -2.0% |
| 7D | +2.6% | -0.9% | +3.5% | +3.2% |
| 30D | +33.3% | -2.4% | +35.7% | +36.6% |
| 3M | +29.7% | -1.2% | +30.9% | +31.0% |
| 6M | +56.2% | +3.3% | +52.9% | +50.1% |
| YTD | +78.8% | +12.3% | +66.5% | +56.0% |
| 1Y | +97.7% | +12.4% | +85.2% | +72.4% |
| All | -61.0% | +79.4% | -140.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling